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|Introduction and the Linear Regression Model?|
|What is Econometrics?|
|Statistical Background and Matrix Algebra?|
|Violation of the Assumptions of the Basic Model?|
|Dummy Variables and Truncated Variables?|
|Simultaneous Equations Models?|
|Non-Linear Regressions, Nonnormality and Large-Sample Theory?|
|Models of Expectations, Distributed Lag Models and Rational Expectations?|
|Errors in Variables|
|Diagnostic Checking, Model Selection and Specification Testing?|
|Introduction to Time Series Analysis?|
|Vector Autoregressions, Unit Roots and Cointegration?|
|Panel Data Analysis?|
|Small-Sample Inference: Resampling Methods?|
|Table of Contents provided by Publisher. All Rights Reserved.|
Kajal Lahiri is Distinguished Professor of Economics, and Health Policy, and Management and Behaviour at the State University of New York, Albany where he is also Director of the Econometric Research Institute. Professor Lahiri is an Honorary Fellow of the International Institute of Forecasters.